NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 05-Oct-2023

Day Change Summary
	Previous	Current
	04-Oct-2023	05-Oct-2023	Change	Change %	Previous Week
Open	3.158	3.169	0.011	0.3%	3.116
High	3.207	3.304	0.097	3.0%	3.179
Low	3.157	3.166	0.009	0.3%	3.080
Close	3.167	3.266	0.099	3.1%	3.151
Range	0.050	0.138	0.088	176.0%	0.099
ATR	0.058	0.064	0.006	9.9%	0.000
Volume	7,352	7,693	341	4.6%	15,082

Daily Pivots for day following 05-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.659	3.601	3.342
R3	3.521	3.463	3.304
R2	3.383	3.383	3.291
R1	3.325	3.325	3.279	3.354
PP	3.245	3.245	3.245	3.260
S1	3.187	3.187	3.253	3.216
S2	3.107	3.107	3.241
S3	2.969	3.049	3.228
S4	2.831	2.911	3.190

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.434	3.391	3.205
R3	3.335	3.292	3.178
R2	3.236	3.236	3.169
R1	3.193	3.193	3.160	3.215
PP	3.137	3.137	3.137	3.147
S1	3.094	3.094	3.142	3.116
S2	3.038	3.038	3.133
S3	2.939	2.995	3.124
S4	2.840	2.896	3.097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.304	3.099	0.205	6.3%	0.076	2.3%	81%	True	False	5,730
10	3.304	3.080	0.224	6.9%	0.062	1.9%	83%	True	False	3,990
20	3.304	3.080	0.224	6.9%	0.058	1.8%	83%	True	False	3,504

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	3.891
2.618	3.665
1.618	3.527
1.000	3.442
0.618	3.389
HIGH	3.304
0.618	3.251
0.500	3.235
0.382	3.219
LOW	3.166
0.618	3.081
1.000	3.028
1.618	2.943
2.618	2.805
4.250	2.580

Fisher Pivots for day following 05-Oct-2023
Pivot	1 day	3 day
R1	3.256	3.245
PP	3.245	3.223
S1	3.235	3.202

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols